PREVIEW / futures_5min / 2019-05-12

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-05-12.parquet
  size:    64 KB
  rows:    3,414

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2019-05-12 18:00:00	ES	Futures	3099.78	3110.36	3097.34	3108.46	11403.0
2019-05-12 18:05:00	ES	Futures	3108.46	3111.44	3104.66	3104.93	4336.0
2019-05-12 18:10:00	ES	Futures	3105.21	3107.1	3102.22	3103.58	3427.0
2019-05-12 18:15:00	ES	Futures	3103.58	3107.37	3103.31	3107.1	1602.0
2019-05-12 18:20:00	ES	Futures	3107.37	3107.37	3104.12	3106.56	1674.0
2019-05-12 18:25:00	ES	Futures	3106.56	3107.92	3106.02	3106.29	632.0
2019-05-12 18:30:00	ES	Futures	3106.02	3108.46	3105.75	3107.92	792.0
2019-05-12 18:35:00	ES	Futures	3107.92	3107.92	3105.48	3106.29	716.0
2019-05-12 18:40:00	ES	Futures	3106.29	3107.1	3104.66	3106.56	1063.0
2019-05-12 18:45:00	ES	Futures	3106.56	3107.65	3106.02	3107.37	416.0
2019-05-12 18:50:00	ES	Futures	3107.65	3107.92	3106.83	3106.83	401.0
2019-05-12 18:55:00	ES	Futures	3107.1	3107.37	3104.66	3104.66	938.0
2019-05-12 19:00:00	ES	Futures	3104.66	3106.83	3104.66	3104.93	456.0
2019-05-12 19:05:00	ES	Futures	3104.93	3106.29	3104.66	3106.02	887.0
2019-05-12 19:10:00	ES	Futures	3106.02	3106.29	3104.93	3105.75	951.0
2019-05-12 19:15:00	ES	Futures	3105.75	3107.37	3104.93	3105.21	924.0
2019-05-12 19:20:00	ES	Futures	3104.93	3105.75	3104.66	3105.21	608.0
2019-05-12 19:25:00	ES	Futures	3105.21	3105.75	3104.93	3105.48	334.0
2019-05-12 19:30:00	ES	Futures	3105.21	3106.29	3104.12	3104.39	1619.0
2019-05-12 19:35:00	ES	Futures	3104.39	3104.66	3102.49	3102.77	1481.0
2019-05-12 19:40:00	ES	Futures	3102.77	3103.04	3100.33	3101.68	3059.0
2019-05-12 19:45:00	ES	Futures	3101.41	3103.31	3100.33	3103.31	1870.0
2019-05-12 19:50:00	ES	Futures	3103.31	3103.31	3098.16	3098.16	2364.0
2019-05-12 19:55:00	ES	Futures	3098.16	3100.6	3097.89	3098.16	2857.0
2019-05-12 20:00:00	ES	Futures	3098.43	3099.24	3094.9	3095.99	6685.0
2019-05-12 20:05:00	ES	Futures	3095.72	3097.34	3093.28	3096.53	6466.0
2019-05-12 20:10:00	ES	Futures	3096.53	3098.7	3094.9	3098.43	2841.0
2019-05-12 20:15:00	ES	Futures	3098.43	3098.43	3094.9	3097.89	4270.0
2019-05-12 20:20:00	ES	Futures	3097.89	3099.51	3096.8	3098.97	2331.0
2019-05-12 20:25:00	ES	Futures	3098.97	3100.87	3098.7	3100.05	1671.0
2019-05-12 20:30:00	ES	Futures	3100.05	3101.14	3098.7	3099.24	1411.0
2019-05-12 20:35:00	ES	Futures	3099.24	3100.6	3098.43	3100.05	1878.0
2019-05-12 20:40:00	ES	Futures	3100.05	3100.05	3098.97	3099.51	562.0
2019-05-12 20:45:00	ES	Futures	3099.78	3100.33	3098.97	3099.24	544.0
2019-05-12 20:50:00	ES	Futures	3098.97	3099.78	3098.43	3098.7	545.0
2019-05-12 20:55:00	ES	Futures	3098.7	3100.33	3098.43	3099.51	770.0
2019-05-12 21:00:00	ES	Futures	3099.51	3100.6	3097.89	3100.33	1129.0
2019-05-12 21:05:00	ES	Futures	3100.33	3102.22	3100.05	3100.87	1382.0
2019-05-12 21:10:00	ES	Futures	3101.14	3101.41	3099.24	3099.78	670.0
2019-05-12 21:15:00	ES	Futures	3099.51	3102.49	3099.24	3100.33	1375.0
2019-05-12 21:20:00	ES	Futures	3100.33	3101.68	3099.78	3100.33	798.0
2019-05-12 21:25:00	ES	Futures	3100.6	3101.68	3099.78	3101.41	476.0
2019-05-12 21:30:00	ES	Futures	3101.14	3101.14	3099.78	3100.33	692.0
2019-05-12 21:35:00	ES	Futures	3100.33	3101.68	3099.78	3101.14	828.0
2019-05-12 21:40:00	ES	Futures	3101.14	3101.95	3100.6	3101.68	907.0
2019-05-12 21:45:00	ES	Futures	3101.95	3102.77	3101.68	3102.22	1102.0
2019-05-12 21:50:00	ES	Futures	3101.95	3102.22	3099.51	3100.33	1201.0
2019-05-12 21:55:00	ES	Futures	3100.6	3101.68	3099.78	3101.68	742.0
2019-05-12 22:00:00	ES	Futures	3101.41	3101.95	3100.33	3100.33	1027.0
2019-05-12 22:05:00	ES	Futures	3100.33	3101.41	3100.05	3100.6	636.0

> showing 50 of 3,414 rows — these rows as CSV

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